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Refactor code for improved readability and consistency

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- Cleaned up whitespace and formatting in various files including http.py, language.py, logger.py, safe_exec.py, and SQL migration scripts.
- Consolidated import statements and removed unnecessary blank lines.
- Updated logging configuration for better clarity.
- Enhanced the safe execution code with improved error handling and logging.
- Removed commented-out code and unnecessary variables in backfill_zero_trades.py and other scripts.
- Added a pyproject.toml for Ruff and Vulture configuration.
- Introduced requirements-dev.txt for development dependencies.
- Removed commented-out stock entries in init.sql for cleaner migration scripts.
This commit is contained in:
dienakdz
2026-04-09 14:30:51 +07:00
parent 103055b3df
commit 87f2845483
157 changed files with 19026 additions and 17773 deletions
Download Patch File Download Diff File Expand all files Collapse all files
backend_api_python/scripts/backfill_zero_trades.py
+16 -9
View File
@@ -19,9 +19,8 @@ Notes:
from __future__ import annotations
import argparse
import time
from datetime import datetime, timezone
from typing import Any, Dict, Optional, Tuple, List
from datetime import datetime
from typing import Any, Dict, List, Optional
from app.utils.db import get_db_connection
@@ -96,7 +95,9 @@ def _find_best_order_match(
if not cand:
return None
# If the closest candidates are tied, such as identical executed_at, treat it as ambiguous and skip it
if len(cand) >= 2 and abs(int(cand[0]["executed_at"]) - trade_ts) == abs(int(cand[1]["executed_at"]) - trade_ts):
if len(cand) >= 2 and abs(int(cand[0]["executed_at"]) - trade_ts) == abs(
int(cand[1]["executed_at"]) - trade_ts
):
return None
return cand[0]
@@ -132,14 +133,22 @@ def main() -> None:
ap.add_argument("--until", type=str, required=True, help="YYYY-MM-DD or YYYY/MM/DD")
ap.add_argument("--window-sec", type=int, default=600, help="Match window, default ±600 seconds")
ap.add_argument("--limit", type=int, default=500, help="Maximum number of trades to process")
ap.add_argument("--apply", action="store_true", help="Actually write to the database; default is dry-run output only")
ap.add_argument(
"--apply", action="store_true", help="Actually write to the database; default is dry-run output only"
)
args = ap.parse_args()
since_ts = _parse_date_to_ts(args.since)
until_ts = _parse_date_to_ts(args.until) + 24 * 3600 - 1 if len(args.until.strip()) <= 10 else _parse_date_to_ts(args.until)
until_ts = (
_parse_date_to_ts(args.until) + 24 * 3600 - 1
if len(args.until.strip()) <= 10
else _parse_date_to_ts(args.until)
)
trades = _fetch_bad_trades(args.strategy_id, since_ts, until_ts, args.limit)
print(f"[scan] bad_trades={len(trades)} strategy_id={args.strategy_id} since={since_ts} until={until_ts} apply={args.apply}")
print(
f"[scan] bad_trades={len(trades)} strategy_id={args.strategy_id} since={since_ts} until={until_ts} apply={args.apply}"
)
fixed = 0
skipped = 0
@@ -173,5 +182,3 @@ def main() -> None:
if __name__ == "__main__":
main()
backend_api_python/scripts/run_calibration.py
+4 -3
View File
@@ -7,10 +7,11 @@ Usage:
AI_CALIBRATION_MARKET=Crypto python scripts/run_calibration.py
AI_CALIBRATION_MARKETS=Crypto,USStock python scripts/run_calibration.py
"""
import sys
import os
sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..'))
import os
import sys
sys.path.insert(0, os.path.join(os.path.dirname(__file__), ".."))
from app.services.ai_calibration import AICalibrationService
backend_api_python/scripts/run_reflection_task.py
+7 -5
View File
@@ -1,18 +1,20 @@
import sys
import os
import sys
from dotenv import load_dotenv
# Add the backend directory to the Python path so app.* can be imported
# The app package lives under backend_api_python/app while this script is under backend_api_python/scripts
sys.path.append(os.path.abspath(os.path.join(os.path.dirname(__file__), '..')))
sys.path.append(os.path.abspath(os.path.join(os.path.dirname(__file__), "..")))
from app.services.reflection import ReflectionService
def main():
# Load backend envs for DATABASE_URL, reflection switches, etc.
# This script may be run locally, so we must load .env explicitly.
backend_env_path = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', '.env'))
root_env_path = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', '..', '.env'))
backend_env_path = os.path.abspath(os.path.join(os.path.dirname(__file__), "..", ".env"))
root_env_path = os.path.abspath(os.path.join(os.path.dirname(__file__), "..", "..", ".env"))
if os.path.exists(root_env_path):
load_dotenv(root_env_path, override=False)
if os.path.exists(backend_env_path):
@@ -28,6 +30,6 @@ def main():
print("Reflection stats:", stats)
print("Task Completed.")
if __name__ == "__main__":
main()
backend_api_python/scripts/simulate_trading_executor.py
+21 -20
View File
@@ -19,7 +19,7 @@ import os
import sys
import time
from pathlib import Path
from typing import Any, Dict, List, Optional
from typing import Any, Dict, List
def _ensure_backend_on_syspath() -> None:
@@ -70,17 +70,18 @@ def _make_klines_1m(base: float = 3000.0, n: int = 200) -> List[Dict[str, Any]]:
else:
price *= 1.008 # +0.8% per bar
o = price * 0.999
c = price
h = max(o, c) * 1.0005
l = min(o, c) * 0.9995
open_price = price * 0.999
close_price = price
high_price = max(open_price, close_price) * 1.0005
low_price = min(open_price, close_price) * 0.9995
klines.append(
{
"time": int(ts),
"open": float(o),
"high": float(h),
"low": float(l),
"close": float(c),
"open": float(open_price),
"high": float(high_price),
"low": float(low_price),
"close": float(close_price),
"volume": 1.0,
}
)
@@ -179,20 +180,22 @@ def _find_klines_with_signal(ex: TradingExecutor, indicator_code: str) -> List[D
price *= float(down_mult)
else:
price *= float(up_mult)
o = price * 0.999
c = price
h = max(o, c) * 1.0005
l = min(o, c) * 0.9995
row["open"] = float(o)
row["high"] = float(h)
row["low"] = float(l)
row["close"] = float(c)
open_price = price * 0.999
close_price = price
high_price = max(open_price, close_price) * 1.0005
low_price = min(open_price, close_price) * 0.9995
row["open"] = float(open_price)
row["high"] = float(high_price)
row["low"] = float(low_price)
row["close"] = float(close_price)
cnt = _count_signals_for_klines(ex, indicator_code, kl, "both", 5, 1000.0)
if cnt["buy"] > 0 or cnt["sell"] > 0:
kl2 = _trim_klines_to_last_signal(ex, indicator_code, kl, keep_before=220, keep_after=0)
cnt2 = _count_signals_for_klines(ex, indicator_code, kl2, "both", 5, 1000.0)
print(f"[OK] Found signals with pattern down={down_mult}, up={up_mult}, split={split}: {cnt} -> trimmed={cnt2}, bars={len(kl2)}")
print(
f"[OK] Found signals with pattern down={down_mult}, up={up_mult}, split={split}: {cnt} -> trimmed={cnt2}, bars={len(kl2)}"
)
return kl2
print(f"[MISS] Pattern down={down_mult}, up={up_mult}, split={split}: {cnt}")
@@ -390,5 +393,3 @@ def main() -> None:
if __name__ == "__main__":
main()